+67.2%
QLD vs W
-54.5%
+121.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +3.0% |
| 7D | -10.3% | -3.6% | -6.7% | -9.1% |
| 30D | -26.1% | +7.0% | -33.0% | -27.7% |
| 3M | -17.8% | +7.4% | -25.1% | -20.0% |
| 6M | -15.6% | +69.3% | -84.9% | -31.2% |
| YTD | +5.4% | +11.3% | -5.9% | -3.1% |
| 1Y | +5.2% | +13.2% | -8.0% | -4.6% |
| 3Y | +139.4% | +142.0% | -2.6% | +46.1% |
| All | +67.2% | -54.5% | +121.7% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling